CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 17-Oct-2013

Day Change Summary
	Previous	Current
	16-Oct-2013	17-Oct-2013	Change	Change %	Previous Week
Open	0.9621	0.9669	0.0048	0.5%	0.9692
High	0.9670	0.9713	0.0043	0.4%	0.9695
Low	0.9614	0.9664	0.0050	0.5%	0.9581
Close	0.9668	0.9706	0.0038	0.4%	0.9654
Range	0.0056	0.0049	-0.0007	-12.5%	0.0114
ATR	0.0049	0.0049	0.0000	0.1%	0.0000
Volume	42,404	56,820	14,416	34.0%	238,155

Daily Pivots for day following 17-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9841	0.9823	0.9733
R3	0.9792	0.9774	0.9719
R2	0.9743	0.9743	0.9715
R1	0.9725	0.9725	0.9710	0.9734
PP	0.9694	0.9694	0.9694	0.9699
S1	0.9676	0.9676	0.9702	0.9685
S2	0.9645	0.9645	0.9697
S3	0.9596	0.9627	0.9693
S4	0.9547	0.9578	0.9679

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9985	0.9934	0.9717
R3	0.9871	0.9820	0.9685
R2	0.9757	0.9757	0.9675
R1	0.9706	0.9706	0.9664	0.9675
PP	0.9643	0.9643	0.9643	0.9628
S1	0.9592	0.9592	0.9644	0.9561
S2	0.9529	0.9529	0.9633
S3	0.9415	0.9478	0.9623
S4	0.9301	0.9364	0.9591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9713	0.9588	0.0125	1.3%	0.0051	0.5%	94%	True	False	42,345
10	0.9713	0.9581	0.0132	1.4%	0.0050	0.5%	95%	True	False	43,810
20	0.9725	0.9581	0.0144	1.5%	0.0044	0.4%	87%	False	False	43,538
40	0.9799	0.9437	0.0362	3.7%	0.0049	0.5%	74%	False	False	32,760
60	0.9799	0.9437	0.0362	3.7%	0.0050	0.5%	74%	False	False	22,037
80	0.9799	0.9390	0.0409	4.2%	0.0052	0.5%	77%	False	False	16,606
100	0.9822	0.9390	0.0432	4.5%	0.0056	0.6%	73%	False	False	13,356
120	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	59%	False	False	11,155

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9921
2.618	0.9841
1.618	0.9792
1.000	0.9762
0.618	0.9743
HIGH	0.9713
0.618	0.9694
0.500	0.9689
0.382	0.9683
LOW	0.9664
0.618	0.9634
1.000	0.9615
1.618	0.9585
2.618	0.9536
4.250	0.9456

Fisher Pivots for day following 17-Oct-2013
Pivot	1 day	3 day
R1	0.9700	0.9691
PP	0.9694	0.9676
S1	0.9689	0.9661

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These figures are updated between 7pm and 10pm EST after a trading day.

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